How does the volatility‐timing strategy perform in mutual funds portfolios
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DOI: 10.1111/irfi.12387
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References listed on IDEAS
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- Martijn Cremers & Antti Petajisto, 2006. "How Active is Your Fund Manager? A New Measure That Predicts Performance," Yale School of Management Working Papers amz2370, Yale School of Management, revised 01 May 2009.
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